Thank you for the advice. I do not have a real photography
background and my 2100 works great in P mode, so I have a LOT to
learn. I also have to read the manual from cover to cover because
even tho I read most of it, I haven't yet discovered how to move
the focus around, but I will. So you are saying that with flash
photography you should use aperture priority and set a small
aperture for more depth of field. If the flash is too strong then
you set it on low?

You should experiment and see what works for you. That is the best way to become comfortable with the camera.

There are two major differences with the F717 and depth of field compared to most other digital cameras. One is that the sensor is larger than what most digital cameras have. That makes a shallower depth of field (although not as shallow as a 35mm camera). The other is that the lens has a wide aperture, and wider apertures result in decreased depth of field.

Depth of field is a very important tool for photography, but it takes some practice to learn how to use it and when it works well. A wide depth of field works well in many scenics where you want everything to be sharp. A narrow depth of field works really well with portraits or flowers where you don't want the background to interfere with the rest of the picture.

Depth of field on the F717 (or any camera) is controlled by two things, zoom and f-stop. A wide aperture (f2) has less depth of field than a narrower aperture (f8). Zooming to the telephoto ends of the lens also results in less depth of field than shooting using the wide angle portion. Depth of field increases when the subject is farther from the lens too.

If you play with
http://dfleming.ameranet.com/dofjs.html
you can see how this works. At wide angle (10mm real lens length), f2, and a subject distance of 6ft objects from 4.7ft to 8.5ft will be in focus. Now we'll change one parameter at a time:

focus distance 60ft - 15ft to infinity is in focus
aperture f8 - 2.8ft to infinity is in focus
telephoto zoom (48.5mm) - 5.93ft to 6.07ft is in focus

5.93ft to 6.07ft is really really narrow depth of field. That is less than two inches which will be in focus.

The DSC-F717 is an excellent camera to learn about these subjects with. It has much easier to access manual controls than most digital cameras. Since it is a digital camera you can experiment with almost no cost. I would recommend spending some time shooting subjects with different settings to learn how everything works. You might also consider looking at your used book store for a book on 35mm photography. The same principles apply to digital photography.

Finally, using a higher aperture with the flash isn't always a good idea. If the subject is far away then this will make it hard for the camera to get enough light from the flash. F-stop is always a trade off -- too wide (f2) lets in more light and gives you less depth of field. Too narrow (f8) lets in less light and gives you a wider depth of field. Sometimes you want a narrow depth of field and there is a lot of light, or you want a wide depth of field and there isn't much light, and you need to make compromises when in those situations.

Flash photography is tricky to get right, and I'd recommend starting with available light work for now.